Ready data availability, cheap storage capacity, and powerful tools for extracting information from data have the potential to significantly enhance the human condition. However, as with all advanced technologies, this comes with the potential for misuse. Ethical oversight and constraints are needed to ensure that an appropriate balance is reached. Ethical issues involving data may be more challenging than the ethical challenges of some other advanced technologies partly because data and data science are ubiquitous, having the potential to impact all aspects of life, and partly because of their intrinsic complexity. We explore the nature of data, personal data, data ownership, consent and purpose of use, trustworthiness of data as well as of algorithms and of those using the data, and matters of privacy and confidentiality. A checklist is given of topics that need to be considered.